If you can't do that at the source, no bother though. I think I'll fire up the trusty ol' Netscape 4.7, who treats file downloads nicely almost always, even if it makes pages look like ass.
Update:
I downloaded with Netscape but still had the same problem. It's gotta be my Windows Media player, but I am totally lost on fixing it. Quicktime refuses to open it too. Alas ... t'weren't meant to be.